+36.6%
DIS vs MMM
+88.0%
-51.4%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.9% | +0.2% | +1.2% |
| 7D | +5.3% | +5.8% | -0.4% | +2.7% |
| 30D | +10.2% | +17.9% | -7.7% | +2.4% |
| 3M | +13.5% | +3.6% | +10.0% | +11.4% |
| 6M | +11.1% | +32.9% | -21.8% | -2.8% |
| YTD | +5.5% | +19.5% | -14.0% | -3.8% |
| 1Y | +9.1% | +16.5% | -7.4% | +0.5% |
| 3Y | +36.0% | +167.2% | -131.2% | -18.4% |
| 5Y | -29.8% | +48.2% | -78.1% | -43.6% |
| 10Y | +36.6% | +83.0% | -46.4% | -2.1% |
| All | +36.6% | +88.0% | -51.4% | -2.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MMM.
Daily Out/Under-Performance
Portfolio return minus MMM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MMM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded MMM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling